Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47300.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45905.39 Kr¶

PnL: ---------------------------------------> -983.18 Kr¶

DD now: ---------------------------------> -2.734 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:26:37.717085'

Anic Portfolio¶

Today¶

Return: -1.358 %¶

This Week¶

Return: -1.278 %¶

Total¶

Return: 54.849 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
Beijer Electronics Group 26 -1.510000 3047.200000 76.200000 2.560000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.840000 387.600000 32.600000 9.180000 355.000000
SAAB B 8 0.070000 3409.600000 32.600000 0.970000 3377.000000
Corem Property Group B 59 -2.180000 608.880000 31.880000 5.530000 576.999999
MedCap 2 -0.880000 452.000000 31.000000 7.360000 421.000000
AcadeMedia 12 -3.680000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -1.260000 601.700000 27.700000 4.830000 573.999998
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.540000 577.950000 13.950000 2.470000 564.000000
Securitas B 6 -0.900000 583.320000 13.320000 2.340000 570.000000
Boozt 12 -1.770000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Intrum 4 -3.010000 529.000000 2.000000 0.380000 527.000000
OEM International B 7 -1.690000 529.900000 1.900000 0.360000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -1.250000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Nordea Bank Abp 29 -0.150000 3449.260000 -4.740000 -0.140000 3453.999992
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 -1.760000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.180000 548.400000 -25.600000 -4.460000 574.000000
CTEK 13 -2.140000 506.350000 -27.650000 -5.180000 533.999999
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
Axfood 13 0.070000 3585.400000 -170.600000 -4.540000 3756.000001
OX2 18 -2.920000 1405.800000 -258.200000 -15.520000 1663.999992
Ovzon 52 -3.810000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45905.390000 -983.180000 -2.73398% 46888.564618

Updated:¶

'2023-01-25 14:26:50.696494'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶